Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 120,000 | 120,000 | 118,872 | 118,872 | 108,098 CHF | 109,288 CHF | 100.00% | 100.00% |
12/07/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 120,000 | 120,000 | 118,876 | 118,876 | 107,466 CHF | 108,656 CHF | 100.00% | 100.00% |
11/07/2024 | 1.10% | 0.93 CHF | 0.94 CHF | 120,000 | 120,000 | 118,873 | 118,873 | 109,020 CHF | 110,210 CHF | 99.95% | 99.95% |
10/07/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 120,000 | 120,000 | 118,874 | 118,874 | 101,054 CHF | 102,244 CHF | 100.00% | 100.00% |
09/07/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 120,000 | 120,000 | 118,873 | 118,870 | 101,587 CHF | 102,775 CHF | 100.00% | 100.00% |
08/07/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 120,000 | 120,000 | 118,875 | 118,875 | 105,455 CHF | 106,645 CHF | 100.00% | 100.00% |
05/07/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 120,000 | 120,000 | 118,874 | 118,874 | 109,238 CHF | 110,428 CHF | 100.00% | 100.00% |
04/07/2024 | 1.10% | 0.92 CHF | 0.93 CHF | 120,000 | 120,000 | 118,875 | 118,875 | 108,517 CHF | 109,707 CHF | 100.00% | 100.00% |
03/07/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 120,000 | 120,000 | 118,874 | 118,874 | 107,138 CHF | 108,328 CHF | 99.86% | 99.86% |
02/07/2024 | 1.20% | 0.86 CHF | 0.87 CHF | 120,000 | 120,000 | 118,880 | 118,874 | 99,711 CHF | 100,895 CHF | 100.00% | 100.00% |